Time Series Forecasting on m4 hourly (CRPS)
0.1174CRPSGPVar
Evaluation Results
| Method | Links | |
|---|---|---|
| GPVarModel Backbone=GPVar, Time-dependent error modeling=w/o2024.02 | 0.1174 | |
| TransformerModel Backbone=Transformer, Time-dependent error modeling=w/2024.02 | 0.1189 | |
| GPVarModel Backbone=GPVar, Time-dependent error modeling=w/2024.02 | 0.1237 | |
| TransformerModel Backbone=Transformer, Time-dependent error modeling=w/o2024.02 | 0.1306 | |
| VARModel Backbone=VAR, Time-dependent error modeling=w/o2024.02 | 0.2837 | |
| GARCHModel Backbone=GARCH, Time-dependent error modeling=w/o2024.02 | 0.3567 |